Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1,279.00 |
1,285.00 |
6.00 |
0.5% |
1,261.25 |
High |
1,284.50 |
1,289.75 |
5.25 |
0.4% |
1,284.50 |
Low |
1,269.50 |
1,278.00 |
8.50 |
0.7% |
1,253.50 |
Close |
1,284.50 |
1,289.75 |
5.25 |
0.4% |
1,284.50 |
Range |
15.00 |
11.75 |
-3.25 |
-21.7% |
31.00 |
ATR |
11.28 |
11.31 |
0.03 |
0.3% |
0.00 |
Volume |
2,362 |
1,529 |
-833 |
-35.3% |
6,420 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.00 |
1,317.25 |
1,296.25 |
|
R3 |
1,309.25 |
1,305.50 |
1,293.00 |
|
R2 |
1,297.50 |
1,297.50 |
1,292.00 |
|
R1 |
1,293.75 |
1,293.75 |
1,290.75 |
1,295.50 |
PP |
1,285.75 |
1,285.75 |
1,285.75 |
1,286.75 |
S1 |
1,282.00 |
1,282.00 |
1,288.75 |
1,284.00 |
S2 |
1,274.00 |
1,274.00 |
1,287.50 |
|
S3 |
1,262.25 |
1,270.25 |
1,286.50 |
|
S4 |
1,250.50 |
1,258.50 |
1,283.25 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.25 |
1,356.75 |
1,301.50 |
|
R3 |
1,336.25 |
1,325.75 |
1,293.00 |
|
R2 |
1,305.25 |
1,305.25 |
1,290.25 |
|
R1 |
1,294.75 |
1,294.75 |
1,287.25 |
1,300.00 |
PP |
1,274.25 |
1,274.25 |
1,274.25 |
1,276.75 |
S1 |
1,263.75 |
1,263.75 |
1,281.75 |
1,269.00 |
S2 |
1,243.25 |
1,243.25 |
1,278.75 |
|
S3 |
1,212.25 |
1,232.75 |
1,276.00 |
|
S4 |
1,181.25 |
1,201.75 |
1,267.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,289.75 |
1,259.50 |
30.25 |
2.3% |
11.50 |
0.9% |
100% |
True |
False |
1,473 |
10 |
1,289.75 |
1,251.25 |
38.50 |
3.0% |
12.00 |
0.9% |
100% |
True |
False |
1,226 |
20 |
1,289.75 |
1,229.50 |
60.25 |
4.7% |
10.00 |
0.8% |
100% |
True |
False |
812 |
40 |
1,289.75 |
1,163.00 |
126.75 |
9.8% |
12.00 |
0.9% |
100% |
True |
False |
466 |
60 |
1,289.75 |
1,158.25 |
131.50 |
10.2% |
12.25 |
0.9% |
100% |
True |
False |
315 |
80 |
1,289.75 |
1,109.25 |
180.50 |
14.0% |
13.00 |
1.0% |
100% |
True |
False |
239 |
100 |
1,289.75 |
1,030.50 |
259.25 |
20.1% |
11.75 |
0.9% |
100% |
True |
False |
193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.75 |
2.618 |
1,320.50 |
1.618 |
1,308.75 |
1.000 |
1,301.50 |
0.618 |
1,297.00 |
HIGH |
1,289.75 |
0.618 |
1,285.25 |
0.500 |
1,284.00 |
0.382 |
1,282.50 |
LOW |
1,278.00 |
0.618 |
1,270.75 |
1.000 |
1,266.25 |
1.618 |
1,259.00 |
2.618 |
1,247.25 |
4.250 |
1,228.00 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1,287.75 |
1,286.50 |
PP |
1,285.75 |
1,283.00 |
S1 |
1,284.00 |
1,279.50 |
|